NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.99 |
94.77 |
-0.22 |
-0.2% |
94.93 |
High |
95.44 |
95.21 |
-0.23 |
-0.2% |
95.80 |
Low |
94.57 |
93.72 |
-0.85 |
-0.9% |
93.52 |
Close |
94.83 |
94.01 |
-0.82 |
-0.9% |
94.83 |
Range |
0.87 |
1.49 |
0.62 |
71.3% |
2.28 |
ATR |
1.48 |
1.48 |
0.00 |
0.0% |
0.00 |
Volume |
59,852 |
23,535 |
-36,317 |
-60.7% |
251,939 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.78 |
97.89 |
94.83 |
|
R3 |
97.29 |
96.40 |
94.42 |
|
R2 |
95.80 |
95.80 |
94.28 |
|
R1 |
94.91 |
94.91 |
94.15 |
94.61 |
PP |
94.31 |
94.31 |
94.31 |
94.17 |
S1 |
93.42 |
93.42 |
93.87 |
93.12 |
S2 |
92.82 |
92.82 |
93.74 |
|
S3 |
91.33 |
91.93 |
93.60 |
|
S4 |
89.84 |
90.44 |
93.19 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.56 |
100.47 |
96.08 |
|
R3 |
99.28 |
98.19 |
95.46 |
|
R2 |
97.00 |
97.00 |
95.25 |
|
R1 |
95.91 |
95.91 |
95.04 |
95.32 |
PP |
94.72 |
94.72 |
94.72 |
94.42 |
S1 |
93.63 |
93.63 |
94.62 |
93.04 |
S2 |
92.44 |
92.44 |
94.41 |
|
S3 |
90.16 |
91.35 |
94.20 |
|
S4 |
87.88 |
89.07 |
93.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.69 |
93.52 |
2.17 |
2.3% |
1.56 |
1.7% |
23% |
False |
False |
49,896 |
10 |
95.87 |
93.52 |
2.35 |
2.5% |
1.48 |
1.6% |
21% |
False |
False |
42,217 |
20 |
100.08 |
93.52 |
6.56 |
7.0% |
1.42 |
1.5% |
7% |
False |
False |
41,276 |
40 |
102.52 |
93.52 |
9.00 |
9.6% |
1.46 |
1.6% |
5% |
False |
False |
34,538 |
60 |
106.22 |
93.52 |
12.70 |
13.5% |
1.55 |
1.6% |
4% |
False |
False |
27,401 |
80 |
106.22 |
93.52 |
12.70 |
13.5% |
1.46 |
1.6% |
4% |
False |
False |
22,813 |
100 |
106.22 |
92.82 |
13.40 |
14.3% |
1.38 |
1.5% |
9% |
False |
False |
20,271 |
120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.36 |
1.4% |
24% |
False |
False |
17,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.54 |
2.618 |
99.11 |
1.618 |
97.62 |
1.000 |
96.70 |
0.618 |
96.13 |
HIGH |
95.21 |
0.618 |
94.64 |
0.500 |
94.47 |
0.382 |
94.29 |
LOW |
93.72 |
0.618 |
92.80 |
1.000 |
92.23 |
1.618 |
91.31 |
2.618 |
89.82 |
4.250 |
87.39 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.47 |
94.48 |
PP |
94.31 |
94.32 |
S1 |
94.16 |
94.17 |
|